Welcome to the MQL5 Programming Lab - The Cutting Edge of MetaTrader Automation
Welcome to the MQL5 Programming Lab - The Cutting Edge of MetaTrader Automation
Welcome to the MQL5 Programming Lab - The Cutting Edge of MetaTrader Automation
The modern, object-oriented successor to the MetaTrader 5 platform. MQL5 isn't just an upgrade; it's a paradigm shift, offering the power, speed,
and the flexibility required for sophisticated, multi-asset, and multi-threaded trading systems.
This is the lab for those who see trading automation as a serious software engineering discipline.
MQL5's extensive event model (`OnTick`, `OnTimer`, `OnTrade`, `OnChartEvent`) allows for highly responsive and organised code. We explore best practices for structuring large projects around these events.
Leverage MQL5's native support for complex data types (structures, classes) and its faster execution. Discuss techniques for pre-calculation, using the `OnCalculate()` function efficiently in indicators, and preparing for the native multi-currency tester.
MQL5 is built for a connected world. This is the place to discuss:
* Interacting with the **MQL5 Cloud Network** for massive, distributed optimization.
* Using **WebRequest** for fundamental data feeds, sentiment analysis, or communication with external REST APIs.
* Creating complex graphical interfaces (GUI) with the standard library for inputs and dashboards.
Go beyond simple backtests. We focus on multi-core optimisation, genetic algorithms, custom optimisation criteria, and forward
testing (walk-forward) analysis to build statistically robust trading systems.
* Designing and refactoring large-scale MQL5 projects using OOP principles.
* Deep dives into the MQL5 Standard Library and trading classes.
* Advanced topics like custom indicators with graphical series, working with economic
calendars, and hedging-based position accounting.
* Performance benchmarking and low-latency coding techniques.
* Collaborative projects and code reviews to elevate our collective engineering
standards.
Let's push the boundaries of what's possible within the MetaTrader ecosystem.